+608.2%
OKTA vs VCLT
+17.9%
+590.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -2.4% | -1.4% | -1.0% | -1.4% |
| 30D | +13.0% | -1.2% | +14.2% | +14.1% |
| 3M | +41.7% | -4.8% | +46.5% | +47.1% |
| 6M | +105.9% | -2.6% | +108.5% | +110.5% |
| YTD | +92.6% | -3.3% | +95.9% | +97.8% |
| 1Y | +81.1% | -4.8% | +85.9% | +88.0% |
| 3Y | +84.8% | +11.5% | +73.3% | +69.2% |
| 5Y | -34.4% | -17.0% | -17.5% | -28.2% |
| All | +608.2% | +17.9% | +590.3% | +670.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling